+112.4%
KGC vs MCO
+7,504.3%
-7,391.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.9% |
| 7D | +2.4% | -2.7% | +5.2% | +2.9% |
| 30D | +9.2% | +0.9% | +8.3% | +9.1% |
| 3M | +16.7% | +8.7% | +8.1% | +15.2% |
| 6M | -7.0% | +2.4% | -9.4% | -7.5% |
| YTD | +7.5% | -5.2% | +12.7% | +7.9% |
| 1Y | +34.4% | -4.4% | +38.7% | +34.4% |
| 3Y | +552.0% | +45.1% | +506.8% | +507.2% |
| 5Y | +454.5% | +31.5% | +423.0% | +420.4% |
| 10Y | +658.7% | +380.7% | +277.9% | +493.1% |
| All | +112.4% | +7,504.3% | -7,391.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling